S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Aug-1992
Day Change Summary
Previous Current
18-Aug-1992 19-Aug-1992 Change Change % Previous Week
Open 420.74 421.34 0.60 0.1% 418.87
High 421.40 421.62 0.22 0.1% 420.40
Low 419.78 418.19 -1.59 -0.4% 416.40
Close 421.34 418.19 -3.15 -0.7% 419.91
Range 1.62 3.43 1.81 111.7% 4.00
ATR 2.97 3.00 0.03 1.1% 0.00
Volume
Daily Pivots for day following 19-Aug-1992
Classic Woodie Camarilla DeMark
R4 429.62 427.34 420.08
R3 426.19 423.91 419.13
R2 422.76 422.76 418.82
R1 420.48 420.48 418.50 419.91
PP 419.33 419.33 419.33 419.05
S1 417.05 417.05 417.88 416.48
S2 415.90 415.90 417.56
S3 412.47 413.62 417.25
S4 409.04 410.19 416.30
Weekly Pivots for week ending 14-Aug-1992
Classic Woodie Camarilla DeMark
R4 430.90 429.41 422.11
R3 426.90 425.41 421.01
R2 422.90 422.90 420.64
R1 421.41 421.41 420.28 422.16
PP 418.90 418.90 418.90 419.28
S1 417.41 417.41 419.54 418.16
S2 414.90 414.90 419.18
S3 410.90 413.41 418.81
S4 406.90 409.41 417.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 421.89 416.40 5.49 1.3% 2.73 0.7% 33% False False
10 423.45 416.40 7.05 1.7% 2.96 0.7% 25% False False
20 425.14 409.81 15.33 3.7% 2.91 0.7% 55% False False
40 425.14 401.94 23.20 5.5% 3.19 0.8% 70% False False
60 425.14 399.92 25.22 6.0% 3.23 0.8% 72% False False
80 425.14 399.92 25.22 6.0% 3.19 0.8% 72% False False
100 425.14 392.41 32.73 7.8% 3.41 0.8% 79% False False
120 425.14 392.41 32.73 7.8% 3.33 0.8% 79% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 436.20
2.618 430.60
1.618 427.17
1.000 425.05
0.618 423.74
HIGH 421.62
0.618 420.31
0.500 419.91
0.382 419.50
LOW 418.19
0.618 416.07
1.000 414.76
1.618 412.64
2.618 409.21
4.250 403.61
Fisher Pivots for day following 19-Aug-1992
Pivot 1 day 3 day
R1 419.91 420.04
PP 419.33 419.42
S1 418.76 418.81

These figures are updated between 7pm and 10pm EST after a trading day.

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